We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is provably convergent. By marrying convergent EP ideas from (Opper&Winther, 2005) with covariance decoupling techniques (Wipf&Nagarajan, 2008; Nickisch&Seeger, 2009), it runs at least an order of magnitude faster than the most common EP solver.

Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or super-resolution, can be addressed by maximizing the posterior distribution of a sparse linear model (SLM). We show how higher-order Bayesian decision-making problems, such as optimizing image acquisition in magnetic resonance scanners, can be addressed by querying the SLM posterior covariance, unrelated to the density‘s mode. We propose a scalable algorithmic framework, with which SLM posteriors over full, high-resolution images can be approximated for the first time, solving a variational optimization problem which is convex iff posterior mode finding is convex. These methods successfully drive the optimization of sampling trajectories for real-world magnetic resonance imaging through Bayesian experimental design, which has not been attempted before. Our methodology provides new insight into similarities and differences between sparse reconstruction and approximate Bayesian inference, and has important implications for compressive sensing of real-world images.

Model based nonlinear image reconstruction methods for MRI [3] are at the heart of modern reconstruction techniques (e.g.compressed sensing [6]). In general, models are expressed as a matrix equation where y and u are column vectors of k-space and image data, X model matrix and e independent noise. However, solving the corresponding linear system is not tractable. Therefore fast nonlinear algorithms that minimize a function wrt.the unknown image
are the method of choice: In this work a model for gradient echo EPI, is proposed that incorporates N/2 Ghost correction and correction for field inhomogeneities. In addition to reconstruction from full data, the model allows for sparse reconstruction, joint estimation of image, field-, and relaxation-map (like [5,8] for spiral imaging),
and improved N/2 ghost correction.

We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable for regression, robust regression and classification that is lower bound of the marginal likelihood and contains many regularised risk approaches as special cases. Furthermore, we derive an efficient and provably convergent optimisation algorithm.

2010

Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or super-resolution, can be addressed by maximizing the posterior distribution of a sparse linear model (SLM). We show how higher-order Bayesian decision-making problems, such as optimizing image acquisition in magnetic resonance scanners, can be addressed by querying the SLM posterior covariance, unrelated to the density's mode. We propose a scalable algorithmic framework, with which SLM posteriors over full, high-resolution images can be approximated for the first time, solving a variational optimization problem which is convex iff posterior mode finding is convex. These methods successfully drive the optimization of sampling trajectories for real-world magnetic resonance imaging through Bayesian experimental design, which has not been attempted before. Our methodology provides new insight into similarities and differences between sparse reconstruction and approximate Bayesian inference, and has important implications for compressive sensing of real-world images.

We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is provably convergent. By marrying convergent EP ideas from (Opper&amp;Winther 05) with covariance decoupling techniques (Wipf&amp;Nagarajan 08, Nickisch&amp;Seeger 09), it runs at least an order of magnitude faster than the most commonly used EP solver.

For many applications in robotics, accurate dynamics models are essential. However, in some applications, e.g., in model-based tracking control, precise dynamics models cannot be obtained analytically for sufficiently complex robot systems. In such cases, machine learning offers a promising alternative for approximating the robot dynamics using measured data. However, standard regression methods such as Gaussian process regression (GPR) suffer from high computational complexity which prevents their usage for large numbers of samples or online learning to date. In this paper, we propose an approximation to the standard GPR using local Gaussian processes models inspired by [Vijayakumar et al(2005)Vijayakumar, DSouza, and Schaal, Snelson and Ghahramani(2007)]. Due to reduced computational cost, local Gaussian processes (LGP) can be applied for larger sample-sizes and online learning. Comparisons with other nonparametric regressions, e.g., standard GPR, support vector regression (SVR) and locally weighted proje
ction regression (LWPR), show that LGP has high approximation accuracy while being sufficiently fast for real-time online learning.

Learning in real-time applications, e.g., online approximation of the inverse dynamics model for model-based robot control, requires fast online regression techniques. Inspired by local learning, we propose a method to speed up standard Gaussian Process regression (GPR) with local GP models (LGP). The training data is partitioned in local regions, for each an individual GP model is trained. The prediction for a query point is performed by weighted estimation using nearby local models. Unlike other GP approximations, such as mixtures of experts, we use a distance based measure for partitioning of the data and weighted prediction. The proposed method achieves online learning and prediction in real-time. Comparisons with other nonparametric regression methods show that LGP has higher accuracy than LWPR and close to the performance of standard GPR and nu-SVR.

17(2627), 17th Annual Meeting of the International Society for Magnetic Resonance in Medicine (ISMRM), April 2009 (poster)

Abstract

MR image reconstruction from undersampled k-space can be improved by nonlinear denoising estimators since they incorporate statistical prior knowledge about image sparsity. Reconstruction quality depends crucially on the undersampling design (k-space trajectory), in a manner complicated by the nonlinear and signal-dependent characteristics of these methods. We propose an algorithm to assess and optimize k-space trajectories for sparse MRI reconstruction, based on Bayesian experimental design, which is scaled up to full MR images by a novel variational relaxation to iteratively reweighted FFT or gridding computations. Designs are built sequentially by adding phase encodes predicted to be most informative, given the combination of previous measurements with image prior information.

Precise models of robot inverse dynamics allow the design of significantly more accurate, energy-efficient and compliant robot control. However, in some cases the accuracy of rigid-body models does not suffice for sound control performance due to unmodeled nonlinearities arising from hydraulic cable dynamics, complex friction or actuator dynamics. In such cases, estimating the inverse dynamics model from measured data poses an interesting alternative. Nonparametric regression methods, such as Gaussian process regression (GPR) or locally weighted projection regression (LWPR), are not as restrictive as parametric models and, thus, offer a more flexible framework for approximating unknown nonlinearities. In this paper, we propose a local approximation to the standard GPR, called local GPR (LGP), for real-time model online learning by combining the strengths of both regression methods, i.e., the high accuracy of GPR and the fast speed of LWPR. The approach is shown to have competitive learning performance for hig
h-dimensional data while being sufficiently fast for real-time learning. The effectiveness of LGP is exhibited by a comparison with the state-of-the-art regression techniques, such as GPR, LWPR and &#957;-support vector regression. The applicability of the proposed LGP method is demonstrated by real-time online learning of the inverse dynamics model for robot model-based control on a Barrett WAM robot arm.

2008

We propose a highly efficient framework for penalized likelihood kernel methods applied
to multi-class models with a large, structured set of classes. As opposed to many previous
approaches which try to decompose the fitting problem into many smaller ones, we focus
on a Newton optimization of the complete model, making use of model structure and
linear conjugate gradients in order to approximate Newton search directions. Crucially,
our learning method is based entirely on matrix-vector multiplication primitives with the
kernel matrices and their derivatives, allowing straightforward specialization to new kernels,
and focusing code optimization efforts to these primitives only.
Kernel parameters are learned automatically, by maximizing the cross-validation log
likelihood in a gradient-based way, and predictive probabilities are estimated. We demonstrate
our approach on large scale text classification tasks with hierarchical structure on
thousands of classes, achieving state-of-the-art results in an order of magnitude less time
than previous work.

Generalized linear models are the most commonly used tools to describe the stimulus selectivity of sensory neurons. Here we present a Bayesian treatment of such models. Using the expectation propagation algorithm, we are able to approximate the full posterior distribution over all weights. In addition, we use a Laplacian prior to favor sparse solutions. Therefore, stimulus features that do not critically influence neural activity will be assigned zero weights and thus be effectively excluded by the model. This feature selection mechanism facilitates both the interpretation of the neuron model as well as its predictive abilities. The posterior distribution can be used to obtain confidence intervals which makes it possible to assess the statistical significance of the solution. In neural data analysis, the available amount of experimental measurements is often limited whereas the parameter space is large. In such a situation, both regularization by a sparsity prior and uncertainty estimates for the model parameters are essential.
We apply our method to multi-electrode recordings of retinal ganglion cells and use our uncertainty estimate to test the statistical significance of functional couplings between neurons. Furthermore we used the sparsity of the Laplace prior to select those filters from a spike-triggered covariance analysis that are most informative about the neural response.

While it is well-known that model can enhance the control
performance in terms of precision or energy efficiency, the practical application
has often been limited by the complexities of manually obtaining
sufficiently accurate models. In the past, learning has proven a viable alternative
to using a combination of rigid-body dynamics and handcrafted
approximations of nonlinearities. However, a major open question is what
nonparametric learning method is suited best for learning dynamics? Traditionally,
locally weighted projection regression (LWPR), has been the
standard method as it is capable of online, real-time learning for very complex
robots. However, while LWPR has had significant impact on learning
in robotics, alternative nonparametric regression methods such as support
vector regression (SVR) and Gaussian processes regression (GPR) offer interesting alternatives with fewer open parameters and potentially higher
accuracy. In this paper, we evaluate these three alternatives for model
learning. Our comparison consists out of the evaluation of learning quality
for each regression method using original data from SARCOS robot
arm, as well as the robot tracking performance employing learned models.
The results show that GPR and SVR achieve a superior learning precision
and can be applied for real-time control obtaining higher accuracy. However,
for the online learning LWPR presents the better method due to its
lower computational requirements.

Computed torque control allows the design of considerably more precise, energy-efficient and compliant controls for robots. However, the major obstacle is the requirement of an accurate model for torque generation, which cannot be obtained in some cases using rigid-body formulations due to unmodeled nonlinearities, such as complex friction or actuator dynamics. In such cases, models approximated from robot data present an appealing alternative. In this paper, we compare two nonparametric regression methods for model approximation, i.e., locally weighted projection regression (LWPR) and Gaussian process regression (GPR). While locally weighted regression was employed for real-time model estimation in learning adaptive control, Gaussian process regression has not been used in control to-date due to high computational requirements. The comparison includes the assessment of model approximation for both regression methods using data originated from SARCOS robot arm, as well as an evaluation of the robot tracking p
erformance in computed torque control employing the approximated models. Our results show that GPR can be applied for real-time control achieving higher accuracy. However, for the online learning LWPR is superior by reason of lower computational requirements.

We propose a highly efficient framework for kernel multi-class models with a large and structured set of classes. Kernel parameters are learned automatically by maximizing the cross-validation log likelihood, and
predictive probabilities are estimated. We demonstrate our
approach on large scale text classification tasks with hierarchical class structure, achieving state-of-the-art results in an order of magnitude less time than previous work.

The sparse linear model has seen many successful applications in Statistics, Machine Learning, and Computational Biology, such as identification of gene regulatory networks from micro-array expression data. Prior work has either approximated Bayesian inference by expensive Markov chain Monte Carlo, or replaced it by point estimation. We show how to obtain a good approximation to Bayesian analysis efficiently, using the Expectation Propagation method. We also address the problems of optimal design and hyperparameter estimation. We demonstrate our framework on a gene network identification task.

We present a framework for efficient, accurate approximate Bayesian inference in generalized linear models (GLMs), based on the expectation propagation (EP) technique. The parameters can be endowed with a factorizing prior distribution, encoding properties such as sparsity or non-negativity. The central role of posterior log-concavity in Bayesian GLMs is emphasized and related to stability issues in EP. In particular, we use our technique to infer the parameters of a point process model for neuronal spiking data from multiple electrodes, demonstrating significantly superior predictive performance when a sparsity assumption is enforced via a Laplace prior distribution.

Our goal is to understand the principles of Perception, Action and Learning in autonomous systems that successfully interact with complex environments and to use this understanding to design future systems